Gas-phase methyl radicals have been long proposed as the key intermediate in catalytic oxidative coupling of methane, but the direct experimental evidence still lacks. Here, employing synchrotron VUV photoionization mass spectroscopy, we have directly observed the formation of gas-phase methyl radicals during oxidative coupling of methane catalyzed by Li/MgO catalysts. The concentration of gas-phase methyl radicals correlates well with the yield of ethylene and ethane products. These results lead to an enhanced fundamental understanding of oxidative coupling of methane that will facilitate the exploration of new catalysts with improved performance.